I just bought a Sieg KX3 CNC milling machine which is in transit and wanted to prepare myself for it while waiting.

I know I am going to need a dial indicator so was wondering what you guys recommend for that. I haven't used one before. Do I need one with a magnetic stand? Should I be getting one with a .001" or .001mm accuracy?

I already got the following:

Tools and Hardware:
- Quick Vice
- Angled Vice
- End Mills
- Electric Dial Indicator (cheapo ebay)
- Smooth Stepper (the new LAN version)
- A $1500 windows 7 x64 laptop (I hope the it will support the smooth stepper)
- Coolant system
- Stand for KX3
- R8 Drill Chuck and Mill Chuck Set

Software:
- Mach3
- Sketchup (what I am building doesn't need anything advanced yet)
- Vectric Cut3D (to convert stl to gcode)

So far I am thinking I need the following and possibly more:
- Dial Indicator (suggestions?)
- Extra medium quality end mills (suggestions?)
- Coolant (what should I buy? can I get at any local hardware store?)
- Material to cut (ill get this locally)
- Maybe a vacuum cleaner. Will be milling aluminum (any vaccum cleaner okay?)

What else am I missing? I want to make sure I have everything ready to get started.